Delta footprint

A delta footprint is a footprint chart mode in which every price level of a bar shows a single number, the delta: the volume traded at the ask minus the volume traded at the bid at that level. It replaces the two-column bid × ask cell with its net result, so the eye reads where buyers or sellers won each level without doing the subtraction.

Senzoukria · Glossary · Updated September 2026

What each cell contains

A standard footprint cell holds two figures per price level: contracts that traded at the bid (sellers hitting resting bids) and contracts that traded at the ask (buyers lifting resting offers). The delta mode collapses those two figures into one, ask volume minus bid volume. A positive value means aggressive buying dominated that level during the bar; a negative value means aggressive selling dominated. The bar's total delta is the sum of every level's delta, and it is the same figure most platforms print under the bar.

  • Level delta = volume at ask − volume at bid, for that price and that bar only.
  • Bar delta = sum of level deltas; it matches the Delta Histogram indicator value.
  • A level with no trades shows nothing, not zero: an empty cell and a balanced cell are different states.

How to read it

  • Sign tells you who was the aggressor at that price; size tells you how one-sided it was in contracts, not in percent.
  • Compare the delta at the high of the bar with the delta at the low: strong positive delta at the top that fails to lift price is the classic setup for absorption, described in the absorption guide.
  • Read delta together with the level's total volume. A +40 delta on 45 contracts and a +40 delta on 900 contracts describe different auctions; the Volume + Delta mode shows both side by side.
  • Delta is a record of what already traded. It does not say whether resting orders remain at that level; the DOM and heatmap are the tools for that.

In Senzoukria

On the footprint screen, the Footprint type chip groups its cell modes into three families: Numbers, Profiles and Heatmap. Delta is the second entry of the Numbers family, after Bid × Ask, and Centered Delta is a variant that draws the number around the level's midpoint so positive and negative values align visually. Volume + Delta prints both figures in one cell.

The same per-level deltas feed the Delta Profile mode and the pane indicators of the Delta group, such as Delta Histogram, Delta % and Session CVD. All of them are computed from the trades supplied by your market data source, which is billed by the provider, not by Senzoukria.

Common mistakes

  • Treating a positive bar delta as a buy signal on its own. Delta describes aggression; price response is what confirms or refutes it.
  • Comparing deltas across bar types. A 500-tick bar and a 5-minute bar hold different amounts of activity, so their deltas are not on the same scale.
  • Ignoring the aggressor-side rule of the source. Delta depends on how the feed tags each trade; a crypto feed and a CME feed may classify prints differently, which is why the crypto screen is for analysis only.

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Frequently asked questions

Is the delta footprint the same as cumulative delta?
No. The delta footprint shows delta per price level inside each bar, and its per-bar sum is the bar delta. Cumulative delta adds those bar deltas over time, usually from the session open, and is drawn as a line or histogram in a separate pane. One is a spatial view of a single bar; the other is a running total across bars.
Why does a level show nothing instead of 0?
A blank cell means no trade was recorded at that price during the bar. A 0 would mean trades happened and the ask and bid volumes cancelled exactly. Senzoukria keeps those states distinct because a missing print and a balanced print lead to different conclusions, and because it never fills a data gap with an invented value.
Should I use the delta mode or Bid × Ask?
Bid × Ask keeps the raw pair, which is what diagonal imbalance reading needs. The delta mode is faster to scan when you want the net result per level, for instance to spot a bar where buying was concentrated at the highs. Many traders keep Bid × Ask as their working view and switch to Delta or Volume + Delta when reviewing a specific bar.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.